End of the Game (Der Richter und sein Henker; Deception; Getting Away with Murder; Murder on the Bridge) (1975) [Walter Tschanz]: Killed in a car crash (possibly suicide). (Thanks to Fred)

The Champ (1979) [Billy Flynn]: Fatally beaten during a boxing match, he dies in his dressing room shortly afterwards, with his son (Rick Schroeder) and trainer (Jack Warden) by his side.

Runaway Train (1985) [Oscar 'Manny' Manheim]: Killed (off-screen) in a train crash after he disconnects the engine from the rest of the train in order to save Eric Roberts and Rebecca De Mornay. The movie ends before the actual crash; we only see him standing atop the engine as it heads towards its destruction, but the implication of his fate is obvious.

Mission: Impossible (1996) [Jim Phelps]: Killed in an explosion (along with Jean Reno) when their helicopter crashes while chasing a train down a tunnel.

Anaconda (1997) [Paul Sarone]: Swallowed whole by the giant snake, then spit back out again.

Most Wanted(1997) [General Adam Woodward a.k.a. Lt. Col. Grant Casey]: Shot in the head by Keenen Ivory Wayans, just as John is about to shoot Keenen. (Thanks to Fred and ND)

Enemy of the State (1998) [Thomas Brian Reynolds]: Shot to death in a gunfight with Tom Sizemore and Tom's men. (Thanks to Eric)

Lara Croft: Tomb Raider(2001) [Lord Richard Croft]: Shot in the head by Iain Glen, shortly before the start of the movie; the murder is shown in flashback later on. (Thanks to Stephen, Vlabor, Mathew, Connor, and ND)

The Five People You Meet in Heaven(2004) [Eddie]: Crushed to death when a wagon falls on him after he pushes a little girl out of the way; the rest of the movie takes place in the afterlife. (Thanks to Tal and ND)